+56.4%
SAP vs CI
+42.7%
+13.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -2.9% | +1.3% | -4.2% | -3.1% |
| 30D | +9.0% | +4.4% | +4.6% | +8.4% |
| 3M | +14.9% | +0.7% | +14.3% | +14.7% |
| 6M | +11.9% | +0.3% | +11.6% | +11.5% |
| YTD | -9.9% | +3.8% | -13.7% | -10.8% |
| 1Y | -19.5% | -5.5% | -14.0% | -19.5% |
| 3Y | +61.8% | +8.1% | +53.7% | +55.4% |
| All | +56.4% | +42.7% | +13.7% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling